CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 10-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2021 |
10-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7850 |
0.7877 |
0.0028 |
0.4% |
0.7822 |
| High |
0.7881 |
0.7895 |
0.0014 |
0.2% |
0.7839 |
| Low |
0.7834 |
0.7868 |
0.0034 |
0.4% |
0.7771 |
| Close |
0.7878 |
0.7881 |
0.0004 |
0.0% |
0.7833 |
| Range |
0.0047 |
0.0027 |
-0.0020 |
-42.6% |
0.0069 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
56,627 |
55,931 |
-696 |
-1.2% |
332,610 |
|
| Daily Pivots for day following 10-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7962 |
0.7949 |
0.7896 |
|
| R3 |
0.7935 |
0.7922 |
0.7888 |
|
| R2 |
0.7908 |
0.7908 |
0.7886 |
|
| R1 |
0.7895 |
0.7895 |
0.7883 |
0.7901 |
| PP |
0.7881 |
0.7881 |
0.7881 |
0.7884 |
| S1 |
0.7868 |
0.7868 |
0.7879 |
0.7874 |
| S2 |
0.7854 |
0.7854 |
0.7876 |
|
| S3 |
0.7827 |
0.7841 |
0.7874 |
|
| S4 |
0.7800 |
0.7814 |
0.7866 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8020 |
0.7995 |
0.7870 |
|
| R3 |
0.7951 |
0.7926 |
0.7851 |
|
| R2 |
0.7883 |
0.7883 |
0.7845 |
|
| R1 |
0.7858 |
0.7858 |
0.7839 |
0.7870 |
| PP |
0.7814 |
0.7814 |
0.7814 |
0.7820 |
| S1 |
0.7789 |
0.7789 |
0.7826 |
0.7802 |
| S2 |
0.7746 |
0.7746 |
0.7820 |
|
| S3 |
0.7677 |
0.7721 |
0.7814 |
|
| S4 |
0.7609 |
0.7652 |
0.7795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7895 |
0.7785 |
0.0110 |
1.4% |
0.0039 |
0.5% |
88% |
True |
False |
60,895 |
| 10 |
0.7895 |
0.7764 |
0.0131 |
1.7% |
0.0048 |
0.6% |
90% |
True |
False |
69,889 |
| 20 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0054 |
0.7% |
65% |
False |
False |
70,636 |
| 40 |
0.7944 |
0.7721 |
0.0224 |
2.8% |
0.0055 |
0.7% |
72% |
False |
False |
66,493 |
| 60 |
0.7944 |
0.7596 |
0.0348 |
4.4% |
0.0050 |
0.6% |
82% |
False |
False |
50,194 |
| 80 |
0.7944 |
0.7460 |
0.0484 |
6.1% |
0.0051 |
0.7% |
87% |
False |
False |
37,692 |
| 100 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0049 |
0.6% |
87% |
False |
False |
30,165 |
| 120 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0048 |
0.6% |
87% |
False |
False |
25,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8009 |
|
2.618 |
0.7965 |
|
1.618 |
0.7938 |
|
1.000 |
0.7922 |
|
0.618 |
0.7911 |
|
HIGH |
0.7895 |
|
0.618 |
0.7884 |
|
0.500 |
0.7881 |
|
0.382 |
0.7878 |
|
LOW |
0.7868 |
|
0.618 |
0.7851 |
|
1.000 |
0.7841 |
|
1.618 |
0.7824 |
|
2.618 |
0.7797 |
|
4.250 |
0.7753 |
|
|
| Fisher Pivots for day following 10-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7881 |
0.7874 |
| PP |
0.7881 |
0.7866 |
| S1 |
0.7881 |
0.7859 |
|